6. (28 marks) State whether each of the following statements is True, False, or Uncertain. Justify your answer. (i) The variance of the estimated parameter (var(^j)) is expected to increase when we add more relevant explanatory variables. (ii) The following model satisfies assumption MLR.1 (Linear in Parameters): y=0+1x1+2ex2+3x3+u. (iii) Assume that n=1000000 and =5%. If we are interested in testing whether the jth parameter in a multiple linear regression model is equal to zero (i.e. H0:j=0 ), then we reject if the estimated t-statistic is greater than 1.645 or less than 1.645. (iv) Assume that n=1000000 and =5%. If we are interested in testing whether the jth parameter in a multiple linear regression model is greater than zero (i.e. H0:j>0 ), then we conclude that we reject the null hypothesis if the estimated t-statistic is greater than 1.96. (v) Assume that n=1000000 and =1%. If we are interested in testing whether the jth parameter in a multiple linear regression model is less than zero (i.e. H0:j0 ), then we conclude that we reject the null hypothesis if the estimated t-statistic is greater than 1.96. (v) Assume that n=1000000 and =1%. If we are interested in testing whether the jth parameter in a multiple linear regression model is less than zero (i.e. H0:j